Climate change threatens the structure and function of marine ecosystems, highlighting the importance of understanding the response of species to changing environmental conditions. However, thermal tolerance determining the vulnerability to warming of many abundant marine species is still poorly understood. In this study, we quantified in the field the effects of a temperature anomaly recorded in the Mediterranean Sea during the summer of 2015 on populations of two common sympatric bryozoans, Myriapora truncata and Pentapora fascialis. Then, we experimentally assessed their thermal tolerances in aquaria as well as different sublethal responses to warming. Differences between species were found in survival patterns in natural populations, P. fascialis showing significantly lower survival rates than M. truncata. The thermotolerance experiments supported field observations: P. fascialis started to show signs of necrosis when the temperature was raised to 25-26 °C and completely died between 28-29 °C, coinciding with the temperature when we observed first signs of necrosis in M. truncata. The results from this study reflect different responses to warming between these two co-occurring species, highlighting the importance of combining multiple approaches to assess the vulnerability of benthic species in a changing climate world.